After a lot of reading, I collect the following, just for my own aid. I hope it will be proved useful to others.
I' ve just gathered all this information. All thanks goes to all those nice guys that spend time & put effort to find out all these procedures.
I'm just a bug.

(A few posts after this one, in the same thread, you can find the following guides:

At the end of this post you can find the neccessary files to download.

So here it is:

How to Install NAND Android on HTC HD2 with ClockWorkMod Recovery

(updated 25 May 2011)

Prerequisites

HSPL3 ~ SPL-2.08.HSPL or HSPL4 (Better use HSPL3. HSPL4 still has issues or errors on some devices, so use it at your own risk).Radio that support 576 RAM (ex. radio ROM 2.15)
DFT MAGLDR Bootloader
ClockworkMod Recovery

It's advisable to copy the NAND Android ROM zip file to the root of your SD card, before start, because some people face problems to do this after doing the first steps of the process. If you don't do it then you can do it later using a card reader or doing this:

Make sure that you have all the prerequisites installed. STEPS:A1: Install HSPL3
or
A2: Install HSPL4 (HSPL4 still has issues or errors on some devices, so use it at your own risk).B: Install radio ROM 2.15
C: Install MAGLDR on HTC HD2
D: Install ClockworkMod Recovery (2 methods, choose the one you like)E: Install NAND Android on HTC HD2 with ClockWorkMod Recovery

A1: Install HSPL3

Prerequisites

* Windows Mobile Device Center installed on Windows Vista / Windows 7 or
* ActiveSync installed on Windows XP
* You must have any SPL version from this list on your device:
o SPL 1.42.0000
o SPL 1.62.0000
o SPL 1.66.0000
o SPL 2.07.0000
o SPL 2.08.0000
o SPL 2.10.0000
(To check your SPL version, hold the Volume Down button and do a reset)
You should have this SPL version unless you are using the latest 3.14 ROM with SPL 3.03.0000. No worry, just downgrade your Windows Mobile ROM from v3.14 to v1.66 will do. Download HTC HD2 v1.66 ROM. Then downgrade your phone from SPL 3.03.0000 to SPL 1.42.000.

Step by Step Guide

1. Power off your phone.
2. Press volume down button (don’t let go) and power on your phone.
3. It will load into bootloader.
4. You should get ‘Red, Green, Blue and White’ screen with SPL-1.42.
5. Take off the battery.
6. Power on your phone.
7. Connect USB cable from PC to phone after Windows Mobile loaded.
8. Select ‘ActiveSync’ and click ‘Done’.
9. Open HSPL3_PKG.zip with 7-Zip.
10. Copy HSPL3_PKG.exe to desktop.
11. Execute HSPL3_PKG.
12. Follow onscreen instructions to install.
13. Click ‘Yes’ if User Access Control prompt up.
14. Bootloader will be loaded with USB status during starting of installation.
15. Select ’2.08.HSPL’ to install.
16. After installation, you should see ‘We hacked it!’ on your phone.
17. Click on ‘Yes’ and your phone should be rebooted and load into Windows Mobile.
18. Disconnect USB cable from phone.
19. To verify, power off your phone.
20. Press volume down button (don’t let go) and power on your phone.
21. It will load into bootloader.
22. You should get ‘Red, Green, Blue and White’ screen with SPL-2.08.HSPL.
23. That’s all.

OR

A2: Install HSPL4 (HSPL4 still has issues or errors on some devices, so use it at your own risk).

(To check your SPL version, hold the Volume Down button and do a reset)

HSPL4 includes SPL-2.08.0000, SPL-2.08.HSPL, SPL-3.03.0000 and SPL-3.03.HSPL. The 3.03 SPL supports LEO1024.
You still need to use SPL-2.08.HSPL to use NAND Android and Windows Phone 7 and MAGLDR.
Make sure that you select the correct HSPL for your ROM installation.

Step by Step Guide

1. Power off your phone.
2. Press volume down button (don’t let go) and power on your phone.
3. It will load into bootloader.
4. You should get ‘Red, Green, Blue and White’ screen with SPL-1.42.
5. Take off the battery.
6. Power on your phone.
7. Connect USB cable from PC to phone after Windows Mobile loaded.
8. Select ‘ActiveSync’ and click ‘Done’.
9. Open HSPL4.zip with 7-Zip.
10. Copy HSPL4.exe to desktop.
11. Execute HSP4.
12. Follow onscreen instructions to install.
13. Click ‘Yes’ if User Access Control prompt up.
14. Bootloader will be loaded with USB status during starting of installation.
15. Select 2.08HSPL or 3.03HSPL. (This is to prevent people with 1024LEO's installing an incompatable version and bricking their device).
16. Click next
17. When its finished the phone should be rebooted and load into Windows Mobile.
18. Click ok to terminate program
19. Disconnect USB cable from phone.
20. To verify, power off your phone.
21. Press volume down button (don’t let go) and power on your phone.
22. It will load into bootloader.
23. You should get ‘Red, Green, Blue and White’ screen with SPL 2.08 or 3.03.
24. That’s all.

B: Install Custom Radio ROM

Prerequisites

* HSPL3 ~ SPL-2.08.HSPL

In order to flash custom radio ROM, you need to have HSPL3 installed on your HTC HD2. By the way, I used Radio Leo 2.15.50.14 on my guide. You can use it or any other HTC HD2 Radio ROM version.

HTC HD2 has 576 MB physical RAM but was reduced by software to 512 MB only. And custom Windows Mobile ROM + radio 2.07 or above can unlock it to be 576 MB again. Certain custom Windows Mobile ROM need higher radio version than your phone. And NAND Android requires it too. So you need to install custom radio ROM (if you don’t have the correct radio version).

Step by Step Guide

1. Power off your phone.
2. Press volume down button (don’t let go) and power on your phone.
3. It will load into bootloader.
4. You should get ‘Red, Green, Blue and White’ screen with SPL-2.08.HSPL.
5. Take off the battery.
6. Power on your phone.
7. I have R 2.06.51.07 at bottom of the screen with green HTC Logo.
8. Connect USB cable from PC to phone after Windows Mobile loaded.
9. Select ‘ActiveSync’ and click ‘Done’.
10. Open Radio Leo 2.15.50.14.rar with 7-Zip.
11. Copy CustomRUU.exe and RUU_signed.nbh to desktop.
12. Execute CustomRUU.
13. Click ‘Yes’ if User Access Control prompt up.
14. Follow onscreen instructions to install.
15. Bootloader will be loaded with USB status during starting of installation. (~10 minutes)
16. Phone will be rebooted after installation finished.
17. You should have R 2.15.50.14 at bottom of the screen with green HTC Logo.
18. Disconnect USB cable from phone.
19. That’s all.

C: Install MAGLDR

In order to install NAND Android on HTC HD2, you must install DFT MAGLDR Bootloader first. And the good news ~ both LEO512 and LEO1024 are supported. This means US T-Mobile HD2, Europe, Asia and the rest of the world’s HTC HD2 are supported.

Note – by installing MAGLDR, you cannot boot into Windows Mobile anymore. So everything on your phone is gone…

Prerequisites

* HSPL3 ~ SPL-2.08.HSPL
* Radio that support 576 RAM

No worry, Android on NAND is working. That’s the reason we install DFT MAGLDR Bootloader on our HTC HD2, right? And we will be able to load the latest Windows Phone version (if we are crazy...) when the ROM comes out. Okay, let’s get started. If you don’t have HSPL3, please install it first. And aslo install radio ROM 2.15.

Step by Step Guide

1. Power off your phone.
2. Press volume down button (don’t let go) and power on your phone.
3. It will load into bootloader.
4. You should get ‘Red, Green, Blue and White’ screen with SPL-2.08.HSPL.
5. Take off the battery.
6. Power on your phone.
7. You should have R 2.15.50.14 at bottom of the screen with green HTC Logo.
8. Connect USB cable from PC to phone after Windows Mobile loaded.
9. Select ‘ActiveSync’ and click ‘Done’.
10. Open DFT_LEO_MAGLDR113.rar with 7-Zip.
11. Copy MAGLDR113 folder to desktop.
12. Enter MAGLDR113 folder.
13. Execute ROMUpdateUtility.
14. Click ‘Yes’ if User Access Control prompt up.
15. Follow onscreen instructions to install.
16. Bootloader will be loaded with USB status during starting of installation.
17. Phone will be rebooted after installation finished.
18. DFT MAGLDR Bootloader will be loaded then.
19. Disconnect USB cable from phone.
20. That’s all.

Alternatively, there exist a faster method, from MAGLDR NAND Boot. It goes like this:

Method 2

Step by Step Guide

1. Download recovery with partition size for the type of rom you plan on using (150, 250 or 400) (to choose, see the guide at the bottom of this post).
2. Extract downloaded file
3. Go into MAGLDR and choose 5. USB Flasher.
3. On PC run DAF.exe and follow instructions
4. After installation completed and phone reboots, hold power key and select 8. AD Recovery
5. The phone will load into Recovery
6. That’s all.

E: Install NAND Android on HTC HD2 with ClockWorkMod Recovery

Install NAND Android on HTC HD2 with ClockworkMod Recovery is the 2nd method to have NAND Android on HTC HD2. And this can be done by using SD card only without PC. Just download the zip ROM to your SD card and you are ready to go. In addition, you can backup and restore ROM using Nandroid. Or you can try the 1st method through DFT MAGLDR Bootloader which requires PC with USB connection.

Having NAND Android on HTC HD2 is not a simple task like ABC. But it is not mission impossible too. Just follow these guides to get all the prerequisites installed. Please install HSPL3. Install Custom Radio ROM 2.15. Then, install DFT MAGLDR Bootloader. Finally, install ClockworkMod Recovery. Wow… Lot of steps but worth it. Trust me…

Step by Step Guide

1. Power on your phone and don’t let go power button.
2. DFT MAGLDR Bootloader will be loaded.
3. Use volume down button to go down to 4. USB MassStg.
4. Then press call button to enter USB Mass Storage mode.
5. Connect USB cable from PC to phone.
6. At PC, open Removable Disk (SD card storage).
7. Open your favorite ROM (ex. JawsMIUIrec1.0.7z) with 7-Zip.
8. Copy .data folder and ex. JawsNandRec1.1.zip to SD card root level.
9. There should be config and data files in .data folder.
10. Then disconnect USB cable from phone.
11. Press power button to go back.
12. Use volume up button to go up to 12. PowerDown.
13. Then press call button.
14. Power on phone and don’t let go power button.
15. DFT MAGLDR Bootloader will be loaded.
16. Press call button to load 2. Boot AD SD.
17. ClockworkMod Recovery will be loaded then.
18. Use volume down button to go down to ‘install zip from sdcard’.
19. Then press call button.
20. Use volume down button to go down to ‘choose zip from sdcard’.
21. Then press call button.
22. You should see ex. JawsNandRec1.1.zip.
23. Then press call button to select it.
24. Use volume down button to go down to ‘Yes – ex. JawsNandRec1.1.zip’.
25. Press call button and installation will be started.
26. When you see ‘Install from sdcard complete’, press power button.
27. Press call button to select ‘reboot system now’.
28. Phone will be rebooted and enter NAND Android automatically.
29. Follow onscreen instructions to setup Android settings.
30. That’s all.

Good Luck

Just below are the files where you can download directly, exept for the radio, that you can get it here: Radio Leo 2.15.50.14

(If you are going for the 2nd method of ClockWorkMode, then depending on what type of roms you plan on using, you should download the partition size based on the following:

150MB Partition - For bare roms including CyanogenMod, AOSP, and MiUI

250MB Partition - For Standard sense roms including Desire and EVo based ROMs, can also be used for some squashed HD builds

Dear friend Gn,
thank you for your guide it is very detailed and precise but despite that fact
my ignorance(or stupidity) did't let me make the work. My mem is still 448mb, i thought after making the first two steps i'll had 576 of mem but it didn't work. At the first place i had 1.44 rom then i have change it in 1.66 with radio 2.15 but all that after installing Hspl.oops!!.
So now i have no idea how to proceed and put the android nand on. Can you help me please?
Thank you in advance

Since the first guide was useful to some people, I'm posting another one: How to Install NAND Android on HTC HD2 without ClockWorkMod Recovery. The first three steps are the same. All this stuff is not mine. I've just gathered other peoples postings. So all thanks shloud go to them. I'm just a bug.

(To check your SPL version, hold the Volume Down button and do a reset)
You should have this SPL version unless you are using the latest 3.14 ROM with SPL 3.03.0000. No worry, just downgrade your Windows Mobile ROM from v3.14 to v1.66 will do. Download HTC HD2 v1.66 ROM. Then downgrade your phone from SPL 3.03.0000 to SPL 1.42.000.

Step by Step Guide

1. Power off your phone.
2. Press volume down button (don’t let go) and power on your phone.
3. It will load into bootloader.
4. You should get ‘Red, Green, Blue and White’ screen with SPL-1.42.
5. Take off the battery.
6. Power on your phone.
7. Connect USB cable from PC to phone after Windows Mobile loaded.
8. Select ‘ActiveSync’ and click ‘Done’.
9. Open HSPL3_PKG.zip with 7-Zip.
10. Copy HSPL3_PKG.exe to desktop.
11. Execute HSPL3_PKG.
12. Follow onscreen instructions to install.
13. Click ‘Yes’ if User Access Control prompt up.
14. Bootloader will be loaded with USB status during starting of installation.
15. Select ’2.08.HSPL’ to install.
16. After installation, you should see ‘We hacked it!’ on your phone.
17. Click on ‘Yes’ and your phone should be rebooted and load into Windows Mobile.
18. Disconnect USB cable from phone.
19. To verify, power off your phone.
20. Press volume down button (don’t let go) and power on your phone.
21. It will load into bootloader.
22. You should get ‘Red, Green, Blue and White’ screen with SPL-2.08.HSPL.
23. That’s all.

(To check your SPL version, hold the Volume Down button and do a reset)

HSPL4 includes SPL-2.08.0000, SPL-2.08.HSPL, SPL-3.03.0000 and SPL-3.03.HSPL. The 3.03 SPL supports LEO1024.
You still need to use SPL-2.08.HSPL to use NAND Android and Windows Phone 7 and MAGLDR.
Make sure that you select the correct HSPL for your ROM installation.

Step by Step Guide

1. Power off your phone.
2. Press volume down button (don’t let go) and power on your phone.
3. It will load into bootloader.
4. You should get ‘Red, Green, Blue and White’ screen with SPL-1.42.
5. Take off the battery.
6. Power on your phone.
7. Connect USB cable from PC to phone after Windows Mobile loaded.
8. Select ‘ActiveSync’ and click ‘Done’.
9. Open HSPL4.zip with 7-Zip.
10. Copy HSPL4.exe to desktop.
11. Execute HSP4.
12. Follow onscreen instructions to install.
13. Click ‘Yes’ if User Access Control prompt up.
14. Bootloader will be loaded with USB status during starting of installation.
15. Select 2.08HSPL or 3.03HSPL. (This is to prevent people with 1024LEO's installing an incompatable version and bricking their device).
16. Click next
17. When its finished the phone should be rebooted and load into Windows Mobile.
18. Click ok to terminate program
19. Disconnect USB cable from phone.
20. To verify, power off your phone.
21. Press volume down button (don’t let go) and power on your phone.
22. It will load into bootloader.
23. You should get ‘Red, Green, Blue and White’ screen with SPL 2.08 or 3.03.
24. That’s all.

B: Install Custom Radio ROM

Prerequisites

* HSPL3 ~ SPL-2.08.HSPL

In order to flash custom radio ROM, you need to have HSPL3 installed on your HTC HD2. By the way, I used Radio Leo 2.15.50.14 on my guide. You can use it or any other HTC HD2 Radio ROM version.

HTC HD2 has 576 MB physical RAM but was reduced by software to 512 MB only. And custom Windows Mobile ROM + radio 2.07 or above can unlock it to be 576 MB again. Certain custom Windows Mobile ROM need higher radio version than your phone. And NAND Android requires it too. So you need to install custom radio ROM (if you don’t have the correct radio version).

Step by Step Guide

1. Power off your phone.
2. Press volume down button (don’t let go) and power on your phone.
3. It will load into bootloader.
4. You should get ‘Red, Green, Blue and White’ screen with SPL-2.08.HSPL.
5. Take off the battery.
6. Power on your phone.
7. I have R 2.06.51.07 at bottom of the screen with green HTC Logo.
8. Connect USB cable from PC to phone after Windows Mobile loaded.
9. Select ‘ActiveSync’ and click ‘Done’.
10. Open Radio Leo 2.15.50.14.rar with 7-Zip.
11. Copy CustomRUU.exe and RUU_signed.nbh to desktop.
12. Execute CustomRUU.
13. Click ‘Yes’ if User Access Control prompt up.
14. Follow onscreen instructions to install.
15. Bootloader will be loaded with USB status during starting of installation. (~10 minutes)
16. Phone will be rebooted after installation finished.
17. You should have R 2.15.50.14 at bottom of the screen with green HTC Logo.
18. Disconnect USB cable from phone.
19. That’s all.

C: Install MAGLDR

In order to install NAND Android on HTC HD2, you must install DFT MAGLDR Bootloader first. And the good news ~ both LEO512 and LEO1024 are supported. This means US T-Mobile HD2, Europe, Asia and the rest of the world’s HTC HD2 are supported.

Note – by installing MAGLDR, you cannot boot into Windows Mobile anymore. So everything on your phone is gone…

Prerequisites

* HSPL3 ~ SPL-2.08.HSPL
* Radio that support 576 RAM

No worry, Android on NAND is working. That’s the reason we install DFT MAGLDR Bootloader on our HTC HD2, right? And we will be able to load a Windows Phone version when a new ROM comes out. Okay, let’s get started. If you don’t have HSPL3, please install it and also install radio ROM 2.15.
Step by Step Guide

1. Power off your phone.
2. Press volume down button (don’t let go) and power on your phone.
3. It will load into bootloader.
4. You should get ‘Red, Green, Blue and White’ screen with SPL-2.08.HSPL.
5. Take off the battery.
6. Power on your phone.
7. You should have R 2.15.50.14 at bottom of the screen with green HTC Logo.
8. Connect USB cable from PC to phone after Windows Mobile loaded.
9. Select ‘ActiveSync’ and click ‘Done’.
10. Open DFT_LEO_MAGLDR113.rar with 7-Zip.
11. Copy MAGLDR113 folder to desktop.
12. Enter MAGLDR113 folder.
13. Execute ROMUpdateUtility.
14. Click ‘Yes’ if User Access Control prompt up.
15. Follow onscreen instructions to install.
16. Bootloader will be loaded with USB status during starting of installation.
17. Phone will be rebooted after installation finished.
18. DFT MAGLDR Bootloader will be loaded then.
19. Disconnect USB cable from phone.
20. That’s all.

Maybe the next steps are not obligatory, depending on the ROM you are going to install. In my case, I didn't have to follow the rest of the process, because the ROM I've used, has done the job itself and my phone was ready to work. (I've used CleanDroid and I had PERFCET results. Very light, clean and stable ROM. I've installed 30-40 apps and still is stable, alive and kicking.)

I've set up dual boot to android and WP7 on my HTC HD2. I now wish to go back to only ANdroid on my phone. What are the steps for that. As my SD Card is partitioned will the new android rom be installed on just the NAND portion?
I need to know to what type of filesystem should I format my SD card so that i can install a fresh ROM.DO i need to go back to stock WM6.5 to install this.

I think you can forget the sd card temporarily (remove it if you want),
flash a windows sytem (or just leave the existing win7) and then follow one of the above methods (the easier is the non clockwork mod), and you will be back to a nand android-only phone. After you can mount back your card with one or two partitions, or you can reparticion it or whatever.
I hope an experienced member, will also answer to you, since I'm an absolute ignorant newbie, which was lucky enough to manage to flash a perfeclty functioning android hd2, from scratch (thanks to the instructions of these nice people in this forum).

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